Wyoming may be a very good choice right now, considering the economic environment. It has what is probably the best coal and largest natural gas fields in the U.S., is doing pretty well relative to other states, and still is not a very expensive place to live, if you are not in the area around Jackson.

Jackson is now a playground for the rich, and housing costs are high. I think some of this has spilled over into the Cody area, but that's based on things I've heard, not on what I've spent. (I've been to Wyoming at least 1/2 dozen times in the past 4 years, mostly to Jackson.) If you really like being outside and have soem skills, there may be decent temporary opportunities in Jackson. The tourists coming in for the summer need people to be guides, etc. Many of those who work in the Jackson area now live in Idaho, but that's a good drive across a pass each day.